+709.2%
TWLO vs RY
+387.4%
+321.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | -2.0% | +3.1% | -5.1% | -3.9% |
| 30D | +20.6% | -0.3% | +20.9% | +20.7% |
| 3M | -1.5% | +8.7% | -10.2% | -7.1% |
| 6M | +89.4% | +28.5% | +60.9% | +59.5% |
| YTD | +63.8% | +25.1% | +38.7% | +40.0% |
| 1Y | +119.7% | +46.3% | +73.4% | +69.0% |
| 3Y | +256.1% | +154.9% | +101.2% | +87.8% |
| 5Y | -36.6% | +140.3% | -176.9% | -64.9% |
| 10Y | +304.3% | +377.0% | -72.7% | +42.7% |
| All | +709.2% | +387.4% | +321.8% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling